-25.1%
MARA vs ECHO
+40.1%
-65.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | +3.4% | +2.6% | +4.7% |
| 30D | +0.6% | +2.4% | -1.7% | -0.3% |
| 3M | -18.5% | -28.0% | +9.4% | -9.1% |
| 6M | +21.7% | -21.2% | +43.0% | +28.4% |
| YTD | +25.9% | -17.4% | +43.3% | +31.2% |
| 1Y | -25.1% | +33.6% | -58.7% | -29.4% |
| All | -25.1% | +40.1% | -65.3% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling